+97.0%
CPRT vs AVTR
+5.8%
+91.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.1% |
| 7D | +4.0% | -0.1% | +4.1% | +4.0% |
| 30D | +18.2% | -0.6% | +18.9% | +18.2% |
| 3M | +9.2% | +13.4% | -4.2% | +5.3% |
| 6M | -4.8% | +87.4% | -92.2% | -20.1% |
| YTD | -17.5% | +35.9% | -53.4% | -25.1% |
| 1Y | -22.0% | +35.4% | -57.4% | -29.3% |
| 3Y | -33.7% | -16.1% | -17.6% | -35.3% |
| 5Y | -15.0% | -59.4% | +44.4% | +2.3% |
| All | +97.0% | +5.8% | +91.2% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling